Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.635616 0.745964 0.878069 1.050377 1.273008 1.556517 1.954352
2024-12-22 0.589684 0.741058 0.941297 1.234717 1.670800 2.326496 3.458603
2024-12-29 0.524067 0.690330 0.926320 1.303460 1.929844 3.015994 5.300882
2025-01-05 0.467129 0.638116 0.894677 1.334972 2.140039 3.733113 7.836872
2025-01-12 0.419470 0.590171 0.858315 1.347340 2.321648 4.507779 11.483275
2025-01-19 0.363027 0.520076 0.773889 1.255042 2.269461 4.753189 14.085209
2025-01-26 0.337522 0.495138 0.759648 1.288116 2.494340 5.854771 22.380670
2025-02-02 0.321215 0.482698 0.764417 1.359415 2.841636 7.650904 41.969315
2025-02-09 0.300717 0.460368 0.747448 1.381342 3.079772 9.394695 76.784443
2025-02-16 0.281509 0.437908 0.726639 1.389864 3.289904 11.365035 152.062367
2025-02-23 0.266263 0.420732 0.713417 1.413051 3.562353 14.169155 397.586590
2025-03-02 0.247300 0.394782 0.679047 1.376895 3.626201 16.011280 964.907100
2025-03-09 0.233219 0.379982 0.672786 1.432090 4.143798 23.419778 205968.437581
2025-03-16 0.235620 0.396766 0.736995 1.705666 5.878890 58.281484 NaN
2025-03-23 0.225036 0.386402 0.738886 1.802698 7.003565 114.148610 NaN
2025-03-30 0.212454 0.370299 0.724324 1.843618 7.931966 221.274812 NaN
2025-04-06 0.199945 0.352834 0.703382 1.856457 8.757244 457.138107 NaN
2025-04-13 0.181804 0.321551 0.643269 1.709363 8.207568 494.232964 NaN
2025-04-20 0.173856 0.311467 0.635669 1.756665 9.374708 1686.094866 NaN
2025-04-27 0.168809 0.307120 0.642222 1.863700 11.445702 56784.522152 NaN
2025-05-04 0.161444 0.296805 0.631093 1.895420 12.929829 NaN NaN
2025-05-11 0.154089 0.285784 0.616333 1.906923 14.312250 NaN NaN
2025-05-18 0.148047 0.277201 0.607144 1.941527 16.293457 NaN NaN